-40.9%
SE vs NVMI
+53.9%
-94.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.5% |
| 7D | -6.1% | +6.6% | -12.7% | -6.8% |
| 30D | -2.5% | -7.5% | +5.1% | -1.7% |
| 3M | +21.7% | -28.5% | +50.2% | +24.7% |
| 6M | +27.0% | -15.7% | +42.7% | +21.6% |
| YTD | -12.1% | +13.3% | -25.4% | -23.5% |
| 1Y | -40.9% | +48.3% | -89.2% | -52.0% |
| All | -40.9% | +53.9% | -94.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling